Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49317.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43382.82 Kr¶

PnL: ---------------------------------------> -1492.76 Kr¶

DD now: ---------------------------------> -7.159 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:15:30.893522'

Anic Portfolio¶

Today¶

Return: 0.2 %¶

This Week¶

Return: -2.826 %¶

Total portfolio value¶

Return including deposits: 61.453 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.900000 1518.370000 95.370000 6.700000 1423.000014
JM 7 3.760000 966.000000 16.000000 1.680000 950.000002
Hennes & Mauritz B 6 1.010000 926.160000 14.160000 1.550000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.660000 897.500000 -6.500000 -0.720000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
INVISIO 15 -0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.890000 980.000000 -13.000000 -1.310000 993.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.130000 889.800000 -19.200000 -2.110000 909.000000
Bufab 3 -0.170000 1056.600000 -19.400000 -1.800000 1076.000001
Vitrolife 3 -1.090000 651.000000 -26.000000 -3.840000 677.000001
AcadeMedia 20 -1.610000 950.400000 -27.600000 -2.820000 978.000000
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Investor B 3 -0.260000 627.150000 -30.850000 -4.690000 657.999999
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Sandvik 4 -0.920000 814.400000 -33.600000 -3.960000 848.000000
Hexatronic Group 15 -0.430000 1036.800000 -34.200000 -3.190000 1071.000000
EQT 4 1.110000 836.800000 -36.200000 -4.150000 873.000000
Vitec Software Group B 2 -0.840000 1067.000000 -37.000000 -3.350000 1104.000000
Gränges 10 -1.770000 1001.000000 -38.000000 -3.660000 1039.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Addnode Group B 7 -0.800000 865.900000 -39.100000 -4.320000 904.999998
SKF B 5 -0.450000 940.250000 -39.750000 -4.060000 980.000000
Sagax B 4 -1.260000 844.800000 -40.200000 -4.540000 885.000000
Catena 2 -0.100000 762.000000 -44.000000 -5.460000 806.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
HEXPOL B 8 0.540000 892.000000 -65.000000 -6.790000 957.000000
Orrön Energy 170 -2.280000 1930.350000 -115.650000 -5.650000 2045.999980
Hexagon B 26 -1.090000 3302.000000 -118.000000 -3.450000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43382.820000 -1492.760000 -7.1591% 44875.578016

Updated:¶

'2023-06-22 16:15:47.378809'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶